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Hello Droskill,
You don't say what your strategy is or exactly what info you want or
how you want to use it.
Strategies based around div day would be interesting to look at - maybe
a few specialise in it and can be successful with it.
Also, it is handy to know which stocks are on, or near, ex div day but
it would be difficult to get the exact dividend from Yahoo.
You would have to import Raw and AdjClose and compare the difference to
get the adjFactor (see the AmiQuote read me for details on using the
format files to send the RawClose to the OI field).
However, sometimes the factor would have been adjusted for splits so
you will have to try to differentiate those days (maybe they are all
round numbers so that could work).
(I have thought about trying it myself to see how it works out).
If you want to use it for trading, accuracy might be a problem.
I have crosschecked a few Yahoo dividends by going to their records and
then the homepage of the companies (a lot of companies keep a div
record at their Homesite >> Investors page).
For the US I found the ones I checked were accurate - for Australia
they were hopeless.
Good luck.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@xxx> wrote:
>
> Hey all,
>
> I've been looking at adding dividends to a complete strategy - I was
> curious what others thought of this. My basic approach would be to,
> in using Yahoo data, to use the adjusted close for trading system and
> then calculate the dividends on the days where I'm holding the stock.
> The issue here is that obviously the adjusted close already uses this
> data - so I was wondering what others were doing on this.
>
> Thoughts appreciated.
>
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